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Small refactorings, use only enter_long columns

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This commit is contained in:
Matthias
2021-08-25 06:43:58 +02:00
parent b951f59f89
commit 6b93c71d15
6 changed files with 39 additions and 40 deletions
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6
freqtrade/enums/signaltype.py
View File

@@ -5,9 +5,9 @@ class SignalType(Enum):
"""
Enum to distinguish between buy and sell signals
"""
BUY = "buy" # To be renamed to enter_long
SELL = "sell" # To be renamed to exit_long
SHORT = "short" # Should be "enter_short"
ENTER_LONG = "enter_long"
EXIT_LONG = "exit_long"
ENTER_SHORT = "enter_short"
EXIT_SHORT = "exit_short"

2
freqtrade/freqtradebot.py
View File

@@ -420,7 +420,7 @@ class FreqtradeBot(LoggingMixin):
return False
# running get_signal on historical data fetched
(side, enter_tag) = self.strategy.get_enter_signal(
(side, enter_tag) = self.strategy.get_entry_signal(
pair, self.strategy.timeframe, analyzed_df
)

22
freqtrade/strategy/interface.py
View File

@@ -594,18 +594,18 @@ class IStrategy(ABC, HyperStrategyMixin):
return False, False
if is_short:
enter = latest[SignalType.SHORT] == 1
exit_ = latest[SignalType.EXIT_SHORT] == 1
enter = latest.get(SignalType.ENTER_SHORT, 0) == 1
exit_ = latest.get(SignalType.EXIT_SHORT, 0) == 1
else:
enter = latest[SignalType.BUY] == 1
exit_ = latest[SignalType.SELL] == 1
enter = latest[SignalType.ENTER_LONG] == 1
exit_ = latest.get(SignalType.EXIT_LONG, 0) == 1
logger.debug(f"exit-trigger: {latest['date']} (pair={pair}) "
f"enter={enter} exit={exit_}")
return enter, exit_
def get_enter_signal(
def get_entry_signal(
self,
pair: str,
timeframe: str,
@@ -624,19 +624,19 @@ class IStrategy(ABC, HyperStrategyMixin):
if latest is None or latest_date is None:
return None, None
enter_long = latest[SignalType.BUY] == 1
exit_long = latest[SignalType.SELL] == 1
enter_short = latest[SignalType.SHORT] == 1
exit_short = latest[SignalType.EXIT_SHORT] == 1
enter_long = latest[SignalType.ENTER_LONG.value] == 1
exit_long = latest.get(SignalType.EXIT_LONG.value, 0) == 1
enter_short = latest.get(SignalType.ENTER_SHORT.value, 0) == 1
exit_short = latest.get(SignalType.EXIT_SHORT.value, 0) == 1
enter_signal: Optional[SignalDirection] = None
enter_tag_value: Optional[str] = None
if enter_long == 1 and not any([exit_long, enter_short]):
enter_signal = SignalDirection.LONG
enter_tag_value = latest.get(SignalTagType.BUY_TAG, None)
enter_tag_value = latest.get(SignalTagType.BUY_TAG.value, None)
if enter_short == 1 and not any([exit_short, enter_long]):
enter_signal = SignalDirection.SHORT
enter_tag_value = latest.get(SignalTagType.SHORT_TAG, None)
enter_tag_value = latest.get(SignalTagType.SHORT_TAG.value, None)
timeframe_seconds = timeframe_to_seconds(timeframe)